FDFAX vs. FXAIX
Compare and contrast key facts about Fidelity Select Consumer Staples Portfolio (FDFAX) and Fidelity 500 Index Fund (FXAIX).
FDFAX is managed by Fidelity Investments. It was launched on Jul 28, 1985. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDFAX or FXAIX.
Key characteristics
| FDFAX | FXAIX | |
|---|---|---|
| YTD Return | 6.05% | 26.96% |
| 1Y Return | 6.37% | 35.01% |
| 3Y Return (Ann) | 1.51% | 10.23% |
| 5Y Return (Ann) | 3.97% | 15.78% |
| 10Y Return (Ann) | 2.09% | 13.30% |
| Sharpe Ratio | 0.70 | 3.06 |
| Sortino Ratio | 1.05 | 4.07 |
| Omega Ratio | 1.12 | 1.58 |
| Calmar Ratio | 0.92 | 4.45 |
| Martin Ratio | 3.03 | 20.17 |
| Ulcer Index | 2.61% | 1.86% |
| Daily Std Dev | 11.30% | 12.27% |
| Max Drawdown | -38.01% | -33.79% |
| Current Drawdown | -5.32% | -0.25% |
Correlation
The correlation between FDFAX and FXAIX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FDFAX vs. FXAIX - Performance Comparison
In the year-to-date period, FDFAX achieves a 6.05% return, which is significantly lower than FXAIX's 26.96% return. Over the past 10 years, FDFAX has underperformed FXAIX with an annualized return of 2.09%, while FXAIX has yielded a comparatively higher 13.30% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FDFAX vs. FXAIX - Expense Ratio Comparison
FDFAX has a 0.73% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
FDFAX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Consumer Staples Portfolio (FDFAX) and Fidelity 500 Index Fund (FXAIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
FDFAX vs. FXAIX - Dividend Comparison
FDFAX's dividend yield for the trailing twelve months is around 2.05%, more than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDFAX Fidelity Select Consumer Staples Portfolio | 2.05% | 1.92% | 1.71% | 1.85% | 1.76% | 1.76% | 3.43% | 2.01% | 1.78% | 5.39% | 4.66% | 9.48% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
FDFAX vs. FXAIX - Drawdown Comparison
The maximum FDFAX drawdown since its inception was -38.01%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FDFAX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
FDFAX vs. FXAIX - Volatility Comparison
The current volatility for Fidelity Select Consumer Staples Portfolio (FDFAX) is 3.01%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.74%. This indicates that FDFAX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.